What market data does it require?

It requires sovereign yield curves, inflation data, central bank policy rates, FX spot/forward rates, and sovereign credit ratings.

How does it handle currency risk?

The skill calculates unhedged and hedged carry using NDF-implied yields and cross-currency basis, comparing carry-to-volatility ratios to assess risk.

Can I use this skill for corporate bond analysis?

Yes, it includes workflows for assessing issuer financials, liquidity metrics, and spread-over-sovereign benchmarks for corporate issuances.

How does this skill assist with inflation analysis?

It evaluates headline and core CPI against central bank targets and inflation expectations to calculate accurate real yield differentials.

Local Currency Debt Market Analysis

Name: Local Currency Debt Market Analysis
Author: lev-os

bylev-os

•

Analytics & Monitoring

Evaluates local currency bond markets through comprehensive yield analysis, inflation dynamics, and FX carry assessments.

This skill provides a structured framework for analyzing local currency sovereign and corporate debt markets, enabling users to evaluate real yield differentials and FX carry opportunities. It guides the assessment of inflation dynamics, central bank policy trajectories, and sovereign credit risk to determine optimal entry and exit timing. By integrating yield curve analysis with FX-hedged and unhedged carry strategies, it helps finance professionals and analysts perform deep-dive relative value assessments across emerging markets and international bond jurisdictions.

Key Features

01Evaluates central bank credibility and policy rate trajectories

02Assesses FX carry-to-volatility ratios and hedging costs via NDF curves

032 GitHub stars

04Analyzes sovereign fiscal health and corporate credit spreads relative to local benchmarks

05Calculates real yields using trailing and forward-looking inflation expectations

06Monitors foreign ownership trends and index-driven market liquidity

Use Cases

01Designing tactical FX-hedged carry strategies based on macro and flow dynamics

02Comparing relative value between hard currency and local currency debt from the same issuer

03Evaluating sovereign bond issuances for emerging market portfolio inclusion

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add lev-os/agents analyzing-local-currency-debt-markets

For use in Claude.ai and ChatGPT

Key Features

01Evaluates central bank credibility and policy rate trajectories

02Assesses FX carry-to-volatility ratios and hedging costs via NDF curves

032 GitHub stars

04Analyzes sovereign fiscal health and corporate credit spreads relative to local benchmarks

05Calculates real yields using trailing and forward-looking inflation expectations

06Monitors foreign ownership trends and index-driven market liquidity

Use Cases

01Designing tactical FX-hedged carry strategies based on macro and flow dynamics

02Comparing relative value between hard currency and local currency debt from the same issuer

03Evaluating sovereign bond issuances for emerging market portfolio inclusion

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add lev-os/agents analyzing-local-currency-debt-markets

For use in Claude.ai and ChatGPT